On the strong and weak solutions of stochastic differential equations governing Bessel processes

DOI10.1080/17442500008834252zbMath0970.60066OpenAlexW2076709526MaRDI QIDQ2702086

Alexander S. Cherny

Publication date: 16 October 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500008834252

zbMATH Keywords

Bessel processstochastic differential equationsstrong solutionsweak solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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